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Recursive Algorithm and Alternate Operation Strategy in Sequential Tests
作者姓名:徐宏林  陈战旗  郭略
作者单位:XU Hong-lin(Northwestern Polytechnical University,Xi'an 710072 Shaanxi,China);CHEN Zhan-qi,GUO Lue(China Huayin Ordnance Test Center,Huayin 714200 Shaanxi,China)  
摘    要:Based on the sequential probability ratio test (SPRT) developed by Wald, an improved method for successful probability test of missile flight is proposed. A recursive algorithm and its program in Matlab are designed to calculate the real risk level of the sequential test decision and the average number of samples under various test conditions. A concept, that is "rejecting as soon as possible", is put forward and an alternate operation strategy is conducted. The simulation results show that it can reduce the test expenses.

关 键 词:递归算法  序贯试验  经营战略  Matlab程序  序贯概率比检验  导弹飞行试验  SPRT  成功概率

Recursive Algorithm and Alternate Operation Strategy in Sequential Tests
XU Hong-lin,CHEN Zhan-qi,GUO Lue.Recursive Algorithm and Alternate Operation Strategy in Sequential Tests[J].Journal of China Ordnance,2009,5(2):146-151.
Authors:XU Hong-lin  CHEN Zhan-qi  GUO Lue
Affiliation:1.Northwestern Polytechnical University;Xi'an 710072 Shaanxi;China;2.China Huayin Ordnance Test Center;Huayin 714200 Shaanxi;China
Abstract:Based on the sequential probability ratio test (SPRT) developed by Wald, an improved method for successful probability test of missile flight is proposed. A recursive algorithm and its program in Matlab are designed to calculate the real risk level of the sequential test decision and the average number of samples under various test conditions. A concept, that is "rejecting as soon as possible", is put forward and an alternate operation strategy is conducted. The simulation results show that it can reduce the test expenses.
Keywords:mathematical statistics  sequential test  recursive algorithm
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